+41.0%
ORLY vs CSGP
-60.4%
+101.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.7% | +2.9% | -1.2% |
| 7D | +2.0% | +1.3% | +0.7% | +1.9% |
| 30D | +6.2% | +10.7% | -4.4% | +4.7% |
| 3M | -3.7% | +3.3% | -7.0% | -4.4% |
| 6M | -5.2% | -10.3% | +5.2% | -4.7% |
| YTD | -1.4% | -54.6% | +53.1% | +5.0% |
| 1Y | -5.4% | -54.6% | +49.3% | +0.8% |
| 3Y | +41.0% | -60.3% | +101.4% | +54.0% |
| All | +41.0% | -60.4% | +101.5% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CSGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling